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Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.00% (+1.38%)
Analysis last updated: Friday, February 6, 2026 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index AGARCH
paramt-stat
ω0.034014.07
α0.120427.91
β0.8686220.84
γ0.06001.91
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts